Prescriptive selection of machine learning hyperparameters with applications in power markets: retailer's optimal trading

DOI10.1016/J.EJOR.2022.11.011MaRDI QIDQ2106752zbMATH OpenOpenAlexFDO

Authors Yanyan Li

Publication date 19 December 2022

Published in European Journal of Operational Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1016/j.ejor.2022.11.011

zbMATH Keywords

machine learninghyperparameter selectiondata-drivenelectricity retaileror in energy

Mathematics Subject Classification ID

Operations research and management science (90Bxx)

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Cites work

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• A survey of decision making and optimization under uncertainty
• An introduction to statistical learning. With applications in R
• Consistent nonparametric regression. Discussion
• Convex Approximations of Chance Constrained Programs
• Decision making under uncertainty in electricity markets
• Distance metric learning for large margin nearest neighbor classification
• Introduction to stochastic programming.
• Least squares quantization in PCM
• Machine Learning with Operational Costs
• Modeling and forecasting electricity spot prices: a functional data perspective
• Nearest neighbor pattern classification
• On complexity of stochastic programming problems
• Optimal classification trees
• Scikit-learn: machine learning in Python
• The big data newsvendor: practical insights from machine learning
• The central role of the propensity score in observational studies for causal effects

Describes a project that uses

Uses Software

• GitHub
• LMNN
• Python
• Scikit
• Gurobi

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